From 2cb064f843995c85324dfa34c2ecd9360fe12a25 Mon Sep 17 00:00:00 2001
From: Felix Patzelt <felix@neuro.uni-bremen.de>
Date: Fri, 29 Sep 2017 02:42:08 +0200
Subject: [PATCH] copyediting

---
 README.rst                                        |  4 ++--
 .../two_point_vs_three_point_correlations.ipynb   | 15 +++++++++++----
 2 files changed, 13 insertions(+), 6 deletions(-)

diff --git a/README.rst b/README.rst
index c2cc47b..136ba35 100644
--- a/README.rst
+++ b/README.rst
@@ -9,12 +9,12 @@ for normalisation, mean removal, averaging, and zero-padding. In particular,
 averaging over pandas groups of different sizes (e.g. different days) is 
 supported.
 
-The algorithms to calculate three-point correlations described in:
+The algorithms to calculate three-point correlations are described in:
 	
     Patzelt, F. and Bouchaud, J-P.:
     Nonlinear price impact from linear models. 
     Journal of Statistical Mechanics (2017). 
-    Preprint at arXiv:1706.04163.
+    Preprint at arXiv:1708.02411.
     
     
 ======================  ======================================================
diff --git a/examples/two_point_vs_three_point_correlations.ipynb b/examples/two_point_vs_three_point_correlations.ipynb
index 1249202..d828011 100644
--- a/examples/two_point_vs_three_point_correlations.ipynb
+++ b/examples/two_point_vs_three_point_correlations.ipynb
@@ -11,12 +11,19 @@
     "> Patzelt, F. and Bouchaud, J-P. (2017):\n",
     "> Nonlinear price impact from linear models.\n",
     "> *Journal of Statistical Mechanics.*\n",
-    "> Preprint at arXiv:1706.04163.\n",
+    "> Preprint at arXiv:1708.02411.\n",
     "\n",
-    "The notation is consistent with that paper and the related literature. To just understand the code below, consider a series of signs `s` $\\in [-1,1]$ and change indicators `c` $\\in [n,c]$. We use `0` and `1`to represent no change (n) and change (c).\n",
+    "To just understand the code below, consider a series of signs `s` $\\in [-1,1]$ and change indicators `c` $\\in [n,c]$. We use `0` and `1`to represent no change (n) and change (c). We denote the elementwise product by `sc`.\n",
     "\n",
-    "Below we calculate two-point correlation matrices \n",
-    "$C_{\\pi \\pi' \\pi''}(\\ell,j)$ was approximated by the two-point cross-correlation $C_{\\pi \\pi'}(j) := \\langle \\delta_{\\pi(t)\\, \\pi}\\, \\epsilon(t)\\: \\delta_{\\pi(t-j)\\, \\pi'}\\, \\epsilon(t-j) \\rangle$"
+    "Below we calculate three-point correlation matrices \n",
+    "\n",
+    "$C_{c, s c, s c}(\\ell,j)$, \n",
+    "\n",
+    "and the two-point correlation matrix\n",
+    "\n",
+    "$C_{s c, s c}(\\ell,j)$ \n",
+    "\n",
+    "that was used to approximated by the prior before the developement of the spectral method implemented by `scorr.x3corr`."
    ]
   },
   {